just did it today.
Go to any auto store and get high temp engine paint, or there's actually brake specific stuff. Sand those babies to get all the crap off them. You can leave them on there to paint them if you make sure to tape everything off extremely well.
All in all I sanded for 30 min, taped for 30 min, and did about 3 coats over 4 hours.
p.s. Try searching on topic, you'll find much more information than you ever wanted.
